Access Statistics for Laurent Ferrara

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Brief History of Seasonal Adjustment Methods and Software Tools 0 0 0 0 1 3 4 12
A World Trade Leading Index (WTLI) 0 0 0 101 0 0 1 296
A factor-augmented probit model for business cycle analysis 0 0 1 1 0 0 1 2
A factor-augmented probit model for business cycle analysis 0 0 0 174 0 0 0 265
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 0 0 0 0 0
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 16 0 0 1 33
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 77 0 0 0 212
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 46 0 1 3 101
A non-parametric method to nowcast the Euro Area IPI 0 0 0 16 0 0 0 59
A non-parametric method to nowcast the Euro Area IPI 0 0 0 57 0 0 1 168
A real-time recession indicator for the Euro area 0 0 0 122 0 0 2 385
A turning point chronology for the Euro-zone 0 0 0 137 1 3 6 353
A world trade leading index (WLTI) 0 0 0 0 0 0 0 43
Analyse d'intervention et prévisions. problématique et application à des données de la RATP 0 0 0 0 0 0 0 22
Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP 0 0 0 10 0 0 0 65
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 0 0 23
Analyser les séries chronologiques avec S-Plus: une approche paramétrique 0 0 0 0 0 0 0 22
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 268 1 2 5 870
Business Cycle Analysis with Multivariate Markov Switching Models 0 0 1 476 1 3 9 1,048
Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model 0 0 0 11 0 0 2 29
Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model 3 5 11 86 4 6 27 213
Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model 0 0 4 480 0 1 9 785
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 10 0 0 0 51
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 18 0 0 1 111
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 4 0 0 0 37
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 0 0 0 0 1
Business surveys modelling with seasonal-cyclical long memory models 0 0 0 52 0 0 0 178
Can Fiscal Budget-Neutral Reforms Stimulate Growth? Model-Based Results 1 1 3 190 1 2 9 662
Comments on: Examining the quality of early GDP component estimates 0 0 0 0 0 0 0 26
Commodity currencies revisited: The role of global commodity price uncertainty 0 0 0 1 0 0 1 3
Commodity currencies revisited: The role of global commodity price uncertainty 1 2 9 98 1 4 23 187
Commodity price uncertainty comovement: Does it matter for global economic growth? 0 0 1 15 1 3 6 47
Commodity price uncertainty comovement: Does it matter for global economic growth? 0 0 0 20 1 1 2 76
Common Factors of Commodity Prices 1 1 7 210 2 8 27 812
Common Factors of Commodity Prices 0 0 2 42 1 1 5 132
Common business and housing market cycles in the Euro area from a multivariate decomposition 0 0 0 188 1 1 2 434
Common factors of commodity prices 0 0 5 73 1 3 15 206
Comparing the shapes of recoveries: France, the UK and the US 0 0 0 0 0 0 2 56
Comparison of parameter estimation methods in cyclical long memory time series 0 0 0 0 0 0 1 31
Cyclical relationships between GDP and housing market in France: Facts and factors at play 0 0 3 494 0 1 6 2,101
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data 0 0 0 0 3 4 24 25
Dating business cycles in France: A reference chronology 0 0 0 0 1 1 2 2
Dating business cycles in France: A reference chronology 0 0 1 18 2 3 8 49
Dating business cycles in France: A reference chronology 0 1 4 61 0 5 17 198
Dating business cycles in France: A reference chronology 0 0 1 1 1 1 4 6
Dating business cycles in France: A reference chronology 0 0 0 20 1 1 2 20
Dating business cycles in France: a reference chronology 0 0 0 22 0 0 2 9
Dating business cycles in France: a reference chronology 0 0 0 12 1 1 6 22
Dating business cycles in France: a reference chronology 0 0 0 0 0 0 0 7
Dating business cycles in France: a reference chronology 0 1 1 1 0 1 1 1
Dating business cycles in France: a reference chronology 0 0 0 0 0 1 1 1
Dating business cycles in France:A reference chronology 0 0 1 20 1 2 6 54
Dating business cycles in France:A reference chronology 0 0 0 0 1 1 1 8
Detection of the Industrial Business Cycle using SETAR models 0 0 0 28 0 0 0 88
Detection of the industrial business cycle using SETAR models 0 0 0 98 0 0 1 288
Deux indicateurs probabilistes de retournement cyclique pour l’économie française 0 0 0 74 1 1 1 262
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 5 1 1 1 28
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 0 1 1 2 2
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 81 1 1 4 245
Does the Great Recession imply the end of the Great Moderation? International evidence 0 0 0 69 1 1 1 179
Dynamic Effects of Weather Shocks on Production in European Economies 3 7 38 38 5 13 55 58
Dynamic Factor Models: A review of the Literature 0 0 6 680 0 0 13 1,268
Dynamic factor models: A review of the literature 0 0 1 1 0 0 2 68
Estimation and Applications of Gegenbauer Processes 0 0 1 49 0 0 2 108
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro 0 0 0 113 0 0 1 243
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area 0 0 0 68 0 0 0 120
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 0 0 46
Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area 0 0 0 0 0 0 0 3
Explaining US employment growth after the Great Recession: the role of output-employment non-linearities 0 0 0 0 0 0 0 43
Explaining the Recent Slump in Investment: the Role of Expected Demand and Uncertainty 0 3 5 394 2 14 30 1,062
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 514 1 2 3 1,711
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 0 0 1 35
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 0 0 0 1 1
Forecasting Euro-area recessions using time-varying binary response models for financial 0 0 3 239 0 0 6 577
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 0 111 0 0 0 233
Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient? 0 0 1 1 0 0 1 1
Forecasting business cycles 0 0 0 0 0 0 0 32
Forecasting business cycles 0 0 0 0 0 0 0 22
Forecasting financial time series with generalized long memory processes 0 0 0 0 0 0 0 13
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 131 0 0 1 257
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 0 0 0 0 24
Forecasting with k-factor Gegenbauer Processes: Theory and Applications 0 0 0 0 0 1 4 33
Fractional and seasonal filtering 0 0 0 1 0 0 0 5
Fractional and seasonal filtering 0 0 0 0 0 0 0 3
Fractional and seasonal filtering 0 0 0 1 0 0 0 32
Fractional seasonality: Models and Application to Economic Activity in the Euro Area 0 0 0 19 0 0 1 85
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 60 0 0 0 130
GDP nowcasting with ragged-edge data: A semi-parametric modelling 0 0 0 101 0 1 2 275
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 47 0 0 0 98
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 0 0 2 0 0 3 12
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 0 0 0 0 0
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 0 0 3 35 0 1 4 138
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 1 4 11 0 1 6 45
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 1 1 3 16
High-frequency monitoring of growth at risk 0 0 0 0 1 3 8 32
High-frequency monitoring of growth-at-risk 1 2 8 157 2 8 34 530
Housing Cycles In The Major Euro Area Countries 0 0 1 89 0 0 1 281
Housing cycles in the major euro area countries 0 0 1 176 1 1 5 593
Identification of slowdowns and accelerations for the euro area economy 0 0 0 81 1 1 3 267
Identification of slowdowns and accelerations for the euro area economy 0 0 1 233 0 0 4 690
Impact of uncertainty shocks on the global economy 0 0 0 0 0 1 7 111
Impact of uncertainty shocks on the global economy 0 0 0 0 0 0 3 95
International Macroeconomics in the wake of the Global Financial Crisis 0 0 0 0 0 0 1 12
Les cycles économiques de la France: une datation de référence 0 0 0 16 1 1 2 18
Les cycles économiques de la France: une datation de référence 0 1 4 39 0 1 5 80
Les cycles économiques de la France: une datation de référence 0 0 0 40 1 2 9 90
Les cycles économiques de la France: une datation de référence 0 0 1 21 0 0 4 44
Les cycles économiques de la France: une datation de référence 0 0 1 1 0 0 2 3
Macro-financial linkages and business cycles: A factor-probit approach 0 0 0 0 0 1 2 13
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 0 0 0 145
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 0 1 3 455
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 0 1 30
Marché du travail et politique monétaire aux Etats-Unis: débats actuels et enjeux 0 0 0 0 0 0 1 22
Measuring exchange rate risks during periods of uncertainty 0 1 2 55 0 2 7 122
Monthly GDP forecasting using bridge models: Comparison from the supply and demand sides for the French economy 0 0 0 0 0 0 1 31
Monthly forecasting of French GDP: A revised version of the OPTIM model 0 0 0 249 0 3 4 922
Méthodes de prévision en finance 0 0 0 0 1 2 9 36
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 0 0 0 0 0 2 65
Nowcasting global economic growth: A factor-augmented mixed-frequency approach 0 1 4 280 0 6 18 654
Post-Recession US Employment through the Lens of a Non-Linear Okun's Law 0 0 1 54 0 0 1 166
Post-recession US Employment through the Lens of a Non-linear Okun's law 0 0 0 121 0 0 0 248
Post-recession US employment through the lens of a non-linear Okun 0 0 0 0 0 0 0 48
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 0 0 0 1 1
Post-recession US employment through the lens of a non-linear Okun’s law 0 0 0 127 0 0 1 215
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 1 7 0 0 1 42
Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences 0 0 0 0 0 0 0 4
Questioning the puzzle: Fiscal policy, exchange rate and inflation 0 2 3 75 0 2 11 330
Questioning the puzzle: fiscal policy, real exchange rate and inflation 0 0 3 33 0 1 9 89
Real-time detection of the business cycle using SETAR models 0 0 0 22 0 0 1 67
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 0 0 2
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 17 0 0 0 64
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study 0 0 0 0 0 0 0 4
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 73 0 0 0 191
Testing fractional order of long memory processes: a Monte Carlo study 0 0 0 14 0 0 0 51
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 0 0 0 0 0 0 0
Testing the number of factors: An empirical assessment for forecasting purposes 0 0 0 0 0 0 0 24
The European Way Out of Recessions 0 0 0 18 1 1 1 73
The European Way out of Recession 0 0 0 0 1 1 1 9
The European way out of recession 0 0 0 218 1 2 2 689
The New Fama Puzzle 0 0 0 0 1 3 11 11
The New Fama Puzzle 0 2 6 97 1 3 12 516
The Possible Shapes of Recoveries in Markov-Switching Models 0 0 0 44 1 1 1 110
The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries 1 2 16 20 1 4 24 32
The possible shapes of recoveries in Markov-Switching models 0 0 1 79 0 0 1 164
The possible shapes of recoveries in Markov-switching models 0 0 1 156 0 0 2 470
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 0 0 0 0 2 11
The way out of recessions: Evidence from a bounce-back augmented threshold regression 0 0 0 0 0 0 1 15
Un indicateur d'entrée et sortie de récession: application aux Etats-Unis 0 0 0 71 0 0 0 353
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 3 63 1 1 9 234
Understanding the weakness in global trade - What is the new normal? 0 1 3 203 0 2 13 789
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 0 0 0 2 35
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 0 0 1 1 2 3
What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks? 0 0 1 364 2 3 10 904
What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks 0 0 1 79 1 1 4 271
What are the macroeconomic effects of high-frequency uncertainty shocks? 0 0 0 0 0 0 1 21
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 1 3 24 0 1 5 19
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 2 17 160 3 6 37 358
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 2 70 0 0 4 206
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 0 0 22 0 0 1 43
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 1 1 1 0 1 1 1
When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage 0 2 6 162 0 3 17 469
Total Working Papers 11 40 210 10,686 65 173 719 31,141
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA 0 0 0 87 1 1 3 242
A World Trade Leading Index (WTLI) 0 0 0 16 0 1 3 72
A new monthly chronology of the US industrial cycles in the prewar economy 0 0 0 2 0 0 1 65
A three-regime real-time indicator for the US economy 0 0 0 97 0 0 2 262
Are disaggregate data useful for factor analysis in forecasting French GDP? 0 0 1 80 0 0 2 260
Business surveys modelling with Seasonal-Cyclical Long Memory models 0 0 0 5 0 0 1 32
Caractérisation et datation des cycles économiques en zone euro 0 0 0 76 0 2 2 204
Commodity currencies revisited: The role of global commodity price uncertainty 0 1 3 3 1 3 7 7
Common factors of commodity prices 0 0 1 50 0 1 5 247
Common factors of commodity prices 0 3 21 61 4 14 71 192
Comparing the shape of recoveries: France, the UK and the US 0 0 1 50 1 1 5 152
DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE 0 0 0 4 1 1 2 116
Detecting Cyclical Turning Points: The ABCD Approach and Two Probabilistic Indicators 0 0 0 118 1 1 4 373
Detection of the Industrial Business Cycle using SETAR Models 0 0 1 34 1 1 2 122
Does the Phillips curve still exist? 0 1 8 111 0 2 14 262
Dynamic factor models: A review of the literature 0 1 5 128 0 2 13 342
Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area 0 0 0 26 0 0 0 88
Explaining US employment growth after the great recession: The role of output–employment non-linearities 0 0 0 24 1 3 3 118
Explaining the recent slump in investment: the role of expected demand and uncertainty 0 0 0 46 0 0 4 165
Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession 0 0 0 86 0 0 1 233
Fiscal consolidation episodes in OECD countries: the role of tax compliance and fiscal space 0 0 0 17 0 0 1 61
Forecasting euro area recessions by combining financial information 0 0 0 13 0 0 2 39
Forecasting growth during the Great Recession: is financial volatility the missing ingredient? 0 0 0 38 0 0 1 124
Forecasting the business cycle. Summary of the 8th International Institute of Forecasters workshop hosted by the Banque de France on 1-2 December 2011 in Paris 0 0 0 22 0 1 2 94
Forecasting with k-Factor Gegenbauer Processes: Theory and Applications 0 0 0 0 0 1 4 505
GDP nowcasting with ragged-edge data: a semi-parametric modeling 0 1 1 21 0 2 5 148
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 1 4 11 0 1 9 29
Global imbalances: build-up, unwinding and financial aspects 0 0 0 13 1 1 1 93
Global imbalances: build-up, unwinding and financial aspects 0 0 0 11 0 0 0 72
Guest editorial: Economic forecasting in times of COVID-19 0 0 0 5 0 1 3 21
High-frequency monitoring of growth at risk 2 2 2 10 5 10 15 51
Housing markets after the crisis: lessons for the macroeconomy 0 0 0 28 1 1 1 87
Identification of Slowdowns and Accelerations for the Euro Area Economy 0 0 0 0 0 0 0 108
Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence 0 1 1 46 0 2 5 155
Impact of uncertainty shocks on the global economy Summary of the workshop 12-13 May organised by the Banque de France and University College of London 0 0 0 47 0 0 4 136
La localisation des entreprises industrielles: comment apprecier l'attractivite des territoires ? 0 0 1 100 0 0 2 445
Les cycles économiques de la France: une datation de référence 0 0 1 2 0 2 28 34
Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ? 0 0 0 30 1 1 1 100
Les variables financières sont-elles utiles pour anticiper la croissance économique ?. Quelques évidences économétriques 0 0 0 79 1 1 1 188
L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle 0 0 1 30 0 0 1 120
MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY 0 0 0 36 0 2 3 116
Macro-financial linkages and business cycles: A factor-augmented probit approach 0 0 1 36 0 0 3 127
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 1 3 39 0 1 6 149
Marché du travail et politique monétaire aux États-Unis: débats actuels et enjeux 0 0 0 13 0 0 1 52
Measuring exchange rate risks during periods of uncertainty 0 0 2 2 0 0 4 7
Measuring exchange rate risks during periods of uncertainty 0 0 3 6 0 2 11 22
Nowcasting global economic growth 0 0 0 53 2 3 3 121
Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach 0 0 2 51 1 1 6 221
OPTIM: a quarterly forecasting tool for French GDP 0 0 0 37 1 1 1 150
OPTIM: un outil de prévision trimestrielle du PIB de la France 0 1 2 38 0 3 4 201
Oil jump tail risk as a driver of inflation dynamics 1 1 1 1 2 3 3 3
Point and interval nowcasts of the Euro area IPI 0 0 0 5 0 0 0 61
Prévoir le cycle économique. Synthèse du huitième séminaire de l’International Institute of Forecasters organisé par la Banque de France les 1er et 2 décembre 2011 à Paris 0 0 0 45 0 1 1 140
Questioning the puzzle: Fiscal policy, real exchange rate and inflation 0 1 7 24 2 5 24 85
Testing the Number of Factors: An Empirical Assessment for a Forecasting Purpose 0 1 1 32 0 1 1 99
The New Fama Puzzle 1 1 12 30 5 7 45 114
The contribution of cyclical turning point indicators to business cycle analysis 0 0 0 24 0 1 1 130
The way out of recessions: A forecasting analysis for some Euro area countries 0 0 1 23 0 0 3 105
US labour market and monetary policy: current debates and challenges 0 1 2 22 0 1 3 97
Un indicateur probabiliste du cycle d'accélération pour l'économie française 0 0 0 0 0 0 1 26
Un indicateur probabiliste du cycle d’accélération pour l’économie française 0 0 0 5 0 1 1 70
Uncertainty and macroeconomics: transmission channels and policy implications 0 1 1 42 1 2 3 112
Une revue de la littérature des modèles à facteurs dynamiques 0 0 0 1 0 1 2 25
What are the macroeconomic effects of high‐frequency uncertainty shocks? 0 0 0 57 0 0 3 245
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage 0 0 2 3 1 3 13 15
Épisodes d’assainissement budgétaire dans les pays de l’OCDE: rôle du respect des règles fiscales et des marges budgétaires 0 0 0 10 0 0 0 37
Total Journal Articles 4 19 92 2,262 35 96 377 8,694

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 0 0 0 0 5
Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges 0 0 0 0 0 1 5 30
Total Chapters 0 0 0 0 0 1 5 35

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